CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1.0010 1.0089 0.0079 0.8% 0.9879
High 1.0116 1.0100 -0.0016 -0.2% 1.0184
Low 0.9996 1.0006 0.0010 0.1% 0.9852
Close 1.0086 1.0044 -0.0042 -0.4% 1.0065
Range 0.0120 0.0094 -0.0026 -21.7% 0.0332
ATR 0.0143 0.0140 -0.0004 -2.5% 0.0000
Volume 99,164 132,759 33,595 33.9% 660,747
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0332 1.0282 1.0096
R3 1.0238 1.0188 1.0070
R2 1.0144 1.0144 1.0061
R1 1.0094 1.0094 1.0053 1.0072
PP 1.0050 1.0050 1.0050 1.0039
S1 1.0000 1.0000 1.0035 0.9978
S2 0.9956 0.9956 1.0027
S3 0.9862 0.9906 1.0018
S4 0.9768 0.9812 0.9992
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1030 1.0879 1.0248
R3 1.0698 1.0547 1.0156
R2 1.0366 1.0366 1.0126
R1 1.0215 1.0215 1.0095 1.0291
PP 1.0034 1.0034 1.0034 1.0071
S1 0.9883 0.9883 1.0035 0.9959
S2 0.9702 0.9702 1.0004
S3 0.9370 0.9551 0.9974
S4 0.9038 0.9219 0.9882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 0.9949 0.0235 2.3% 0.0122 1.2% 40% False False 122,977
10 1.0184 0.9852 0.0332 3.3% 0.0126 1.2% 58% False False 132,619
20 1.0550 0.9852 0.0698 6.9% 0.0132 1.3% 28% False False 149,082
40 1.0669 0.9646 0.1023 10.2% 0.0161 1.6% 39% False False 100,695
60 1.0669 0.9646 0.1023 10.2% 0.0138 1.4% 39% False False 67,251
80 1.0810 0.9646 0.1164 11.6% 0.0136 1.4% 34% False False 50,504
100 1.1017 0.9646 0.1371 13.6% 0.0130 1.3% 29% False False 40,411
120 1.1087 0.9646 0.1441 14.3% 0.0119 1.2% 28% False False 33,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0500
2.618 1.0346
1.618 1.0252
1.000 1.0194
0.618 1.0158
HIGH 1.0100
0.618 1.0064
0.500 1.0053
0.382 1.0042
LOW 1.0006
0.618 0.9948
1.000 0.9912
1.618 0.9854
2.618 0.9760
4.250 0.9607
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1.0053 1.0040
PP 1.0050 1.0036
S1 1.0047 1.0033

These figures are updated between 7pm and 10pm EST after a trading day.

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